+584.7%
F vs BRO
+26,306.2%
-25,721.5%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.5% | +0.3% | -3.2% |
| 7D | +1.2% | -5.4% | +6.5% | +2.5% |
| 30D | +1.2% | -4.3% | +5.6% | +2.3% |
| 3M | -5.7% | +17.8% | -23.5% | -9.7% |
| 6M | +17.9% | -6.8% | +24.7% | +18.9% |
| YTD | +10.4% | -13.8% | +24.2% | +13.1% |
| 1Y | +25.3% | -27.8% | +53.1% | +33.8% |
| 3Y | +37.5% | -4.7% | +42.2% | +35.8% |
| 5Y | +46.5% | +20.6% | +25.9% | +36.4% |
| 10Y | +86.4% | +293.7% | -207.3% | +36.5% |
| All | +584.7% | +26,306.2% | -25,721.5% | +333.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BRO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling